Greene_6e_Solutions_Manual.pdf

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1、SolutionsandApplicationsManualEconometricAnalysisSixthEditionWilliamH.GreeneNewYorkUniversityPrenticeHall,UpperSaddleRiver,NewJersey07458ContentsandNotationThisbookpresentssolutionstotheendofchapterexercisesandapplicationsinEconometricAnalysis.Therearenoexercisesin

2、thetextforAppendicesA–E.Fortheinstructororstudentwhoisinterestedinexercisesforthismaterial,Ihaveincludedanumberofthem,withsolutions,inthisbook.ThevariouscomputationsinthesolutionsandexercisesaredonewiththeNLOGITVersion4.0computerpackage(EconometricSoftware,Inc.,Pla

3、inviewNewYork,www.nlogit.com).Inordertocontrolthelengthofthisdocument,onlythesolutionsandnotthequestionsfromtheexercisesandapplicationsareshownhere.Insomecases,thenumericalsolutionsfortheintextexamplesshownheredifferslightlyfromthevaluesgiveninthetext.Thisoccursbec

4、auseingeneral,thederivativecomputationsinthetextaredoneusingthedigitsshowninthetext,whichareroundedtoafewdigits,whiletheresultsshownherearebasedoninternalcomputationsbythecomputerthatusealldigits.Chapter1Introduction1Chapter2TheClassicalMultipleLinearRegressionMode

5、l2Chapter3LeastSquares3Chapter4StatisticalPropertiesoftheLeastSquaresEstimator10Chapter5InferenceandPrediction19Chapter6FunctionalFormandStructuralChange30Chapter7SpecificationAnalysisandModelSelection40Chapter8TheGeneralizedRegressionModelandHeteroscedasticity44Ch

6、apter9ModelsforPanelData54Chapter10SystemsofRegressionEquations67Chapter11NonlinearRegressionsandNonlinearLeastSquares80Chapter12InstrumentalVariablesEstimation85Chapter13Simultaneous-EquationsModels90Chapter14EstimationFrameworksinEconometrics97Chapter15MinimumDis

7、tanceEstimationandTheGeneralizedMethodofMoments102Chapter16MaximumLikelihoodEstimation105Chapter17SimulationBasedEstimationandInference117Chapter18BayesianEstimationandInference120Chapter19SerialCorrelation122Chapter20ModelswithLaggedVariables128Chapter21Time-Serie

8、sModels131Chapter22NonstationaryData132Chapter23ModelsforDiscreteChoice136Chapter24Truncation,CensoringandSampleSelection142Chapter25ModelsforEve